Index futures automation

Discussion in 'Journals' started by hilmy83, Jul 3, 2022.

Can a fully automated trading strategy work in the long run?

  1. YES!

    56 vote(s)
    66.7%
  2. Hell naw.

    15 vote(s)
    17.9%
  3. I don't know, I got my own trading to worry about.

    13 vote(s)
    15.5%
  1. hilmy83

    hilmy83

  2. NoahA

    NoahA

    Since this most recent update was posted at 9:27am, how do you already have your trading done for the day if the strategy is an ORB, which I assume means you need price to set up an opening range (using whatever your parameters are) and then trade the breakout?
     
    #592     Sep 15, 2023
  3. hilmy83

    hilmy83

    It's yesterday's statement. I don't get AMP's statment till at night..so i usually post it the following day.

    But to your question, ORB can be anywhere form 30 sec (Pax method) all teh way to 15min. I don't think it matters much, just depends on what you want out of the market I guess
     
    #593     Sep 15, 2023
    NoahA likes this.
  4. NoahA

    NoahA

    LOL... Guess I'm too stupid to look at the date which I see now is clearly shown.

    Yup, this was my feeling as well. I know some people use anywhere from a 5 min to 30 min bar and look for trades once those highs or lows are broken.
     
    #594     Sep 15, 2023
  5. hilmy83

    hilmy83

    #595     Sep 16, 2023
    bluejack likes this.
  6. Businessman

    Businessman

    Nice equity chart, how many losing days have you had this year?
     
    #596     Sep 16, 2023
  7. hilmy83

    hilmy83

    Losing days; none.
    Losing trades about 25%. it just keeps going until it hits profit or b/e or until it hit max sequence of losses or it hits max session time.

    Worst case scenario if it hits the max loss trigger, it would probably be somewhere in the 20-25% dd range. Happened once in 2021 during backtest 2020-recent.
     
    #597     Sep 16, 2023
  8. hilmy83

    hilmy83

    Well, more unexplained bug:

    One account: OCO request buy/sell stop placed as expected
    upload_2023-9-18_9-11-36.png

    Another account: double the OCO request orders. Found out after I saw a naked position
    upload_2023-9-18_9-19-12.png

    This is beyond FUBAR. Works on one account, and get bugged on the other. SAME EXACT algo copied and pasted. Im literally losing my mind trying to figure out why this is happening...
     
    #598     Sep 18, 2023
  9. hilmy83

    hilmy83

    I think I need to go back to my MT5 version again. I take the lag over this shit.

    Need to redo the whole QT code. Too much risk
     
    #599     Sep 18, 2023
  10. Overnight

    Overnight

    Something is a bit different as the top one has 6 lots per order, the bottom one has 5. Or was that intentional?
     
    #600     Sep 18, 2023